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Rosneft Oil Company Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:0.00% (0.00%)
Analysis last updated: Wednesday, January 14, 2026 at 12:06 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Rosneft Oil Company S0GARCH
paramt-stat
ω0.26611.71
α0.33340.13
β0.66660.26
γ1-6.0387-0.13
γ26.14760.12
γ30.12350.03
γ4-0.1581-0.13
γ5-0.4554-0.24
γ60.61210.09
γ7-0.0591-0.00
γ8-20.2265-0.02
γ949.48890.02
γ10-38.7515-0.01
Estimation Period:
Jan 26, 2010 to Jul 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts